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Questions asking for recommendations of textbooks on some subject. It can be helpful to indicate whether the request is for self-study, for use in a course one teaches, for use accompanying a course one takes etc., and to give some additional details on the context. Typically, additional tags are used to indicate the subject. For other questions on books, please use the tag books. Also, see reference-request for a related tag.
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Textbooks to use as reference for standard calculus and probability topics
For probability you can use "Probability and Measure", by Patrick Billingsley. Another option is "A Course in Probability Theory" by Kai Lai Chung.